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high_frequency_trading [2010-08-13 14:25] 83.101.5.51high_frequency_trading [2010-08-13 14:46] 83.101.5.51
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-On the appearance of strange bots in algotrade:+=== On the appearance of strange bots in HFT ===
 <blockquote> <blockquote>
 But the algorithms we see at work here are different. They don't serve any function in the market. University of Pennsylvania finance professor, Michael Kearns, a specialist in algorithmic trading, called the patterns "curious," and noted that it wasn't immediately apparent what such order placement strategies might do. But the algorithms we see at work here are different. They don't serve any function in the market. University of Pennsylvania finance professor, Michael Kearns, a specialist in algorithmic trading, called the patterns "curious," and noted that it wasn't immediately apparent what such order placement strategies might do.
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 --from [[http://www.theatlantic.com/science/archive/2010/08/market-data-firm-spots-the-tracks-of-bizarre-robot-traders/60829/|Market Data Firm Spots the Tracks of Bizarre Robot Traders]] article by Alexis Madrigal. --from [[http://www.theatlantic.com/science/archive/2010/08/market-data-firm-spots-the-tracks-of-bizarre-robot-traders/60829/|Market Data Firm Spots the Tracks of Bizarre Robot Traders]] article by Alexis Madrigal.
 </blockquote> </blockquote>
 +
 +
 +   * [[http://www.zerohedge.com/article/how-hft-quote-stuffing-caused-market-crash-may-6-and-threatens-destroy-entire-market-any-mom|The May 6th 'Flash Crash']]
 +   * [[http://www.zerohedge.com/article/its-not-market-its-hft-crop-circle-crime-scene-further-evidence-quote-stuffing-manipulation-|"It's Not A Market, It's An HFT 'Crop Circle' Crime Scene"]]
 +   * http://www.nanex.net/FlashCrash/CCircleDay.html
 +
 +=== Accidental Art ===
 +
 +{{http://www.nanex.net/FlashCrash/CropCircles/BKF_080310.png}}
 +
 +---
 +[[category economics]]
 +
  • high_frequency_trading.txt
  • Last modified: 2013-05-09 07:17
  • by nik